| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,157.5 |
1,159.6 |
2.1 |
0.2% |
1,168.5 |
| High |
1,159.8 |
1,160.0 |
0.2 |
0.0% |
1,168.5 |
| Low |
1,151.0 |
1,130.4 |
-20.6 |
-1.8% |
1,130.4 |
| Close |
1,159.7 |
1,136.3 |
-23.4 |
-2.0% |
1,136.3 |
| Range |
8.8 |
29.6 |
20.8 |
236.4% |
38.1 |
| ATR |
15.2 |
16.2 |
1.0 |
6.8% |
0.0 |
| Volume |
162 |
179 |
17 |
10.5% |
1,607 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,231.0 |
1,213.3 |
1,152.6 |
|
| R3 |
1,201.4 |
1,183.7 |
1,144.4 |
|
| R2 |
1,171.8 |
1,171.8 |
1,141.7 |
|
| R1 |
1,154.1 |
1,154.1 |
1,139.0 |
1,148.2 |
| PP |
1,142.2 |
1,142.2 |
1,142.2 |
1,139.3 |
| S1 |
1,124.5 |
1,124.5 |
1,133.6 |
1,118.6 |
| S2 |
1,112.6 |
1,112.6 |
1,130.9 |
|
| S3 |
1,083.0 |
1,094.9 |
1,128.2 |
|
| S4 |
1,053.4 |
1,065.3 |
1,120.0 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,259.4 |
1,235.9 |
1,157.3 |
|
| R3 |
1,221.3 |
1,197.8 |
1,146.8 |
|
| R2 |
1,183.2 |
1,183.2 |
1,143.3 |
|
| R1 |
1,159.7 |
1,159.7 |
1,139.8 |
1,152.4 |
| PP |
1,145.1 |
1,145.1 |
1,145.1 |
1,141.4 |
| S1 |
1,121.6 |
1,121.6 |
1,132.8 |
1,114.3 |
| S2 |
1,107.0 |
1,107.0 |
1,129.3 |
|
| S3 |
1,068.9 |
1,083.5 |
1,125.8 |
|
| S4 |
1,030.8 |
1,045.4 |
1,115.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,168.5 |
1,130.4 |
38.1 |
3.4% |
14.4 |
1.3% |
15% |
False |
True |
321 |
| 10 |
1,168.5 |
1,119.9 |
48.6 |
4.3% |
14.4 |
1.3% |
34% |
False |
False |
626 |
| 20 |
1,168.5 |
1,084.8 |
83.7 |
7.4% |
15.5 |
1.4% |
62% |
False |
False |
67,415 |
| 40 |
1,168.5 |
1,084.8 |
83.7 |
7.4% |
16.6 |
1.5% |
62% |
False |
False |
112,397 |
| 60 |
1,168.5 |
1,044.5 |
124.0 |
10.9% |
18.8 |
1.7% |
74% |
False |
False |
124,709 |
| 80 |
1,168.5 |
1,044.5 |
124.0 |
10.9% |
19.1 |
1.7% |
74% |
False |
False |
96,910 |
| 100 |
1,229.0 |
1,044.5 |
184.5 |
16.2% |
20.9 |
1.8% |
50% |
False |
False |
78,473 |
| 120 |
1,229.0 |
1,029.0 |
200.0 |
17.6% |
20.2 |
1.8% |
54% |
False |
False |
65,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,285.8 |
|
2.618 |
1,237.5 |
|
1.618 |
1,207.9 |
|
1.000 |
1,189.6 |
|
0.618 |
1,178.3 |
|
HIGH |
1,160.0 |
|
0.618 |
1,148.7 |
|
0.500 |
1,145.2 |
|
0.382 |
1,141.7 |
|
LOW |
1,130.4 |
|
0.618 |
1,112.1 |
|
1.000 |
1,100.8 |
|
1.618 |
1,082.5 |
|
2.618 |
1,052.9 |
|
4.250 |
1,004.6 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,145.2 |
1,145.5 |
| PP |
1,142.2 |
1,142.4 |
| S1 |
1,139.3 |
1,139.4 |
|